Joint robustness on noise and Lyapunov functions for parallel stochastic approximation algorithms

DOI10.1006/JMAA.1993.1063MaRDI QIDQ2367663zbMATH OpenOpenAlexFDO

Authors Yunmin Zhu, Ai-Jun Gao, G. Yin

Publication date 18 August 1993

Published in Journal of Mathematical Analysis and Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1006/jmaa.1993.1063

zbMATH Keywords

convergence propertydecomposition methodsLyapunov functionparallel stochastic approximation algorithms

Mathematics Subject Classification ID

Limit theorems in probability theory (60F99) Stochastic approximation (62L20) Stochastic stability in control theory (93E15)

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Cited in

(1)

• On robustness of the Robbins-Monro method for parallel processing

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